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Published online by Cambridge University Press: aN Invalid Date NaN
In Introduction we mostly discuss nearest neighbour Markov chains which represent one of the two classes of Markov chains whose either invariant measure in the case of positive recurrence or Green function in the case of transience is available in closed form. Closed form makes possible direct analysis of such Markov chains: classification, tail asymptotics of the invariant probabilities or Green function. This discussion sheds some light on what we may expect for general Markov chains. Another class is provided by diffusion processes which are also discussed in Introduction.
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